List View
Showing 26 - 50 of 57 Records
Foreign Safe Asset Demand and the Dollar Exchange Rate
- GSB Authors: Arvind Krishnamurthy | Hanno Lustig
- Date: 2021-02-02
- Publication Type: Articles
- Publication: The Journal of Finance
Quantifying U.S. Treasury Investor Optimism
- GSB Authors: Hanno Lustig
- Date: 2021-01-19
- Publication Type: Working Papers
Firm Volatility in Granular Networks
- GSB Authors: Hanno Lustig
- Date: 2020-10-05
- Publication Type: Articles
- Publication: Journal of Political Economy
Manufacturing Risk-Free Government Debt
- GSB Authors: Hanno Lustig
- Date: 2020-09-01
- Publication Type: Working Papers
Equity Is Cheap for Large Financial Institutions
- GSB Authors: Hanno Lustig
- Date: 2020-01-25
- Publication Type: Articles
- Publication: The Review of Financial Studies
US Government Debt Valuation Puzzle
- GSB Authors: Hanno Lustig
- Date: 2019-12-01
- Publication Type: Working Papers
Spending Less After (Seemingly) Bad News
- GSB Authors: Hanno Lustig
- Date: 2019-10-28
- Publication Type: Working Papers
Gravity in the Exchange Rate Factor Structure
- GSB Authors: Hanno Lustig
- Date: 2019-09-12
- Publication Type: Articles
- Publication: The Review of Financial Studies
Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?
- GSB Authors: Hanno Lustig
- Date: 2019-06-01
- Publication Type: Articles
- Publication: The American Economic Review
Does Incomplete Spanning Help to Explain Exchange Rates?
- GSB Authors: Hanno Lustig
- Date: 2019-06-01
- Publication Type: Articles
- Publication: The American Economic Review
Capital Share Dynamics When Firms Insure Workers
- GSB Authors: Hanno Lustig
- Date: 2019-03-30
- Publication Type: Articles
- Publication: The Journal of Finance
Why Are Exchange Rates So Smooth? A Household Finance Explanation
- GSB Authors: Hanno Lustig
- Date: 2019-02-20
- Publication Type: Articles
- Publication: Journal of Monetary Economics
The Term Structure of Currency Carry Trade Risk Premia
- GSB Authors: Hanno Lustig
- Date: 2019-01-19
- Publication Type: Articles
- Publication: The American Economic Review
Foreign Safe Asset Demand for US Treasurys and the Dollar
- GSB Authors: Arvind Krishnamurthy | Hanno Lustig
- Date: 2018-05-01
- Publication Type: Articles
- Publication: American Economic Association Papers and Proceedings
Foreign Safe Asset Demand and the Dollar Exchange Rate
- GSB Authors: Arvind Krishnamurthy | Hanno Lustig
- Date: 2018-03-21
- Publication Type: Working Papers
Post-FOMC Announcement Drift in U.S. Bond Markets
- GSB Authors: Hanno Lustig
- Date: 2017-12-15
- Publication Type: Working Papers
The Cross-Section and Time Series of Stock and Bond Returns
- GSB Authors: Hanno Lustig
- Date: 2017-05-22
- Publication Type: Articles
- Publication: Journal of Monetary Economics
Deflation Risk
- GSB Authors: Hanno Lustig
- Date: 2017-02-27
- Publication Type: Articles
- Publication: The Review of Financial Studies
Are Stocks Real Assets? Sticky Discount Rates in Stock Markets
- GSB Authors: Hanno Lustig
- Date: 2016-09-22
- Publication Type: Articles
- Publication: The Review of Financial Studies
Complex Asset Markets
- GSB Authors: Hanno Lustig
- Date: 2016-08-15
- Publication Type: Working Papers
Capital Share Dynamics When Firms Insure Workers
- GSB Authors: Hanno Lustig
- Date: 2016-07-09
- Publication Type: Working Papers
Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees
- GSB Authors: Hanno Lustig
- Date: 2016-06-01
- Publication Type: Articles
- Publication: The American Economic Review
Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?
- GSB Authors: Hanno Lustig
- Date: 2016-02-01
- Publication Type: Working Papers
Equity Is Cheap for Large Financial Institutions: The International Evidence
- GSB Authors: Hanno Lustig
- Date: 2016-01-01
- Publication Type: Working Papers
Why Are Exchange Rates So Smooth? A Segmented Asset Markets Explanation
- GSB Authors: Hanno Lustig
- Date: 2015-11-01
- Publication Type: Working Papers